| Files Posted by Marcelo |
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| 27 Oct 2009 |
|
MS_Regress - A Package for Markov Regime Switching Models in Matlab Functions to Estimate, Simulate and Forecast a markov switching model in Matlab
Author: Marcelo Perlin |
markov switching, statistics, modeling, regression, analysis, optimization |
485 |
22 |
4.1 |
14 ratings
|
| 22 May 2009 |
|
Estimation and Simulation of ACD models in MatLab Functions and Scripts for Simulation and Estimation of ACD models
Author: Marcelo Perlin |
acd models, finance, financial econometric..., analysis, point process, modeling |
237 |
2 |
5.0 |
2 ratings
|
| 10 May 2009 |
|
Get Trading Data, from Yahoo, in your Matlab Workpace (or Excel) This package provides scripts and functions for downloading trading data from Yahoo server.
Author: Marcelo Perlin |
equity, data import, statistics, trading data, yahoo, database |
282 |
2 |
5.0 |
1 rating
|
| 07 May 2009 |
|
Classical Pairs Trading Using MatLab Performs the classical pairs trading strategy over a matrix of prices.
Author: Marcelo Perlin |
finance, quantitative strategy, pairs trading, modeling, analysis, financial modelling |
473 |
12 |
4.6 |
7 ratings
|
| 09 Sep 2008 |
|
Estimation and Simulation of State Space (Kalman Filter) Models with Matlab Functions and Scripts for Simulation and Estimation of State Space models
Author: Marcelo Perlin |
analysis, modeling, statistics, probability, kalman filter, econometrics |
296 |
3 |
1.7 |
3 ratings
|
| Files Tagged by Marcelo |
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| 27 Oct 2009 |
|
MS_Regress - A Package for Markov Regime Switching Models in Matlab Functions to Estimate, Simulate and Forecast a markov switching model in Matlab
Author: Marcelo Perlin |
markov switching, statistics, modeling, regression, analysis, optimization |
485 |
22 |
4.1 |
14 ratings
|
| 22 May 2009 |
|
Estimation and Simulation of ACD models in MatLab Functions and Scripts for Simulation and Estimation of ACD models
Author: Marcelo Perlin |
acd models, finance, financial econometric..., analysis, point process, modeling |
237 |
2 |
5.0 |
2 ratings
|
| 10 May 2009 |
|
Get Trading Data, from Yahoo, in your Matlab Workpace (or Excel) This package provides scripts and functions for downloading trading data from Yahoo server.
Author: Marcelo Perlin |
equity, data import, statistics, trading data, yahoo, database |
282 |
2 |
5.0 |
1 rating
|
| 07 May 2009 |
|
Classical Pairs Trading Using MatLab Performs the classical pairs trading strategy over a matrix of prices.
Author: Marcelo Perlin |
finance, quantitative strategy, pairs trading, modeling, analysis, financial modelling |
473 |
12 |
4.6 |
7 ratings
|
| 09 Sep 2008 |
|
Estimation and Simulation of State Space (Kalman Filter) Models with Matlab Functions and Scripts for Simulation and Estimation of State Space models
Author: Marcelo Perlin |
analysis, modeling, statistics, probability, kalman filter, econometrics |
296 |
3 |
1.7 |
3 ratings
|
| Files Matching Marcelo's Watch List |
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| Updated |
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File |
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Downloads (last 30 days) |
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| 27 Oct 2009 |
|
MS_Regress - A Package for Markov Regime Switching Models in Matlab Functions to Estimate, Simulate and Forecast a markov switching model in Matlab
Author: Marcelo Perlin |
markov switching, statistics, modeling, regression, analysis, optimization |
485 |
22 |
4.1 |
14 ratings
|
| 22 May 2009 |
|
Estimation and Simulation of ACD models in MatLab Functions and Scripts for Simulation and Estimation of ACD models
Author: Marcelo Perlin |
acd models, finance, financial econometric..., analysis, point process, modeling |
237 |
2 |
5.0 |
2 ratings
|
| 10 May 2009 |
|
Get Trading Data, from Yahoo, in your Matlab Workpace (or Excel) This package provides scripts and functions for downloading trading data from Yahoo server.
Author: Marcelo Perlin |
equity, data import, statistics, trading data, yahoo, database |
282 |
2 |
5.0 |
1 rating
|
| 07 May 2009 |
|
Classical Pairs Trading Using MatLab Performs the classical pairs trading strategy over a matrix of prices.
Author: Marcelo Perlin |
finance, quantitative strategy, pairs trading, modeling, analysis, financial modelling |
473 |
12 |
4.6 |
7 ratings
|
| 09 Sep 2008 |
|
Estimation and Simulation of State Space (Kalman Filter) Models with Matlab Functions and Scripts for Simulation and Estimation of State Space models
Author: Marcelo Perlin |
analysis, modeling, statistics, probability, kalman filter, econometrics |
296 |
3 |
1.7 |
3 ratings
|
|
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